Frank Lampard's Sky Blues have won five straight games to open up a four-point lead at the top of the table over Middlesbrough.
Thomas-Asante converted his seventh and eighth goals of the season as Coventry took another step towards ending a 25-year absence from the Premier League.
Goals from Femi Azeez and Tristan Crama bolstered Millwall's unlikely promotion hopes with a third consecutive victory.
However, it was another night to forget for all three clubs relegated from the Premier League last season.
Charlton climbed to fifth with a 3-0 win at Ipswich.
Southampton lost 3-1 at Bristol City despite going in front, while Leicester were beaten 2-1 at Hull.
Sheffield United, who only missed out on promotion last season in the play-off final, climbed out of the relegation zone thanks to a 3-1 win at Blackburn.
Norwich fell into the bottom three after they lost 1-0 at Derby, while Birmingham beat Preston 1-0 to climb up to 12th and within three points of the play-off places.